Multivariate convex risk statistics with scenario analysis (Q5077922)
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scientific article; zbMATH DE number 7529875
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| English | Multivariate convex risk statistics with scenario analysis |
scientific article; zbMATH DE number 7529875 |
Statements
Multivariate convex risk statistics with scenario analysis (English)
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20 May 2022
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(multivariate) risk measures
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multivariate convex risk statistics
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comonotonicity
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empirical law invariance
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